EXUS.DE vs. XDEV.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - EXUS.DE tracks the MSCI World ex USA index while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 63.09% for XDEV.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.25%/yr for XDEV.DE.
Performance
EXUS.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly lower than XDEV.DE's 35.07% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
EXUS.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 6.41% |
Correlation
The correlation between EXUS.DE and XDEV.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.81 |
The correlation between EXUS.DE and XDEV.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. XDEV.DE — Risk / Return Rank
EXUS.DE
XDEV.DE
EXUS.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EXUS.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.81 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 10.38 | -8.07 |
| Martin ratioReturn relative to average drawdown | 9.01 | 39.12 | -30.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXUS.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 4.52 | -2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.71 | +0.40 |
Drawdowns
EXUS.DE vs. XDEV.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and XDEV.DE.
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Drawdown Indicators
| EXUS.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -35.28% | +19.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -6.05% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.76% | -1.07% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -5.56% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.61% | +0.62% |
Volatility
EXUS.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXUS.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 5.77% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 11.20% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 13.89% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 13.96% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 15.90% | -2.51% |
EXUS.DE vs. XDEV.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXUS.DE vs. XDEV.DE - Dividend Comparison
Neither EXUS.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and XDEV.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEV.DE.
EXUS.DE tracks MSCI World ex USA index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.15% for EXUS.DE and 0.25% for XDEV.DE.
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